Minimax and pointwise sequential changepoint detection and identification for general stochastic models
This paper considers the problem of joint change detection and identification assuming multiple composite post-change hypotheses. We propose a multihypothesis changepoint detection-identification procedure that controls the probabilities of false alarm and wrong identification. We show that the prop...
| Published in: | Journal of multivariate analysis Vol. 190. P. 104977 |
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| Main Author: | |
| Other Authors: | , |
| Format: | Article |
| Language: | English |
| Subjects: | |
| Online Access: | http://vital.lib.tsu.ru/vital/access/manager/Repository/koha:001000951 Перейти в каталог НБ ТГУ |